-100.0%
SOXS vs CMCSA
-33.5%
-66.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.7% | +8.5% |
| 7D | -9.4% | -5.6% | -3.9% | -10.4% |
| 30D | +6.2% | -1.9% | +8.0% | +5.7% |
| 3M | -28.0% | +6.4% | -34.5% | -27.8% |
| 6M | -99.2% | -16.9% | -82.3% | -99.3% |
| YTD | -99.5% | -6.8% | -92.7% | -99.5% |
| 1Y | -99.7% | -15.9% | -83.9% | -99.8% |
| All | -100.0% | -33.5% | -66.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CMCSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling